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About Me
○ Anais Jackie Dotis on LinkedIn
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Developer Advocate, InfluxData
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M3 Competition
Statistical and Machine Learning forecasting
methods: Concerns and ways forward”
Spyros Makridakis, Evangelos Spiliotis, Vassilios Assimakopoulos
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Hybrid Methods Win
“Slawek Smyl, a data scientist at Uber Technologies, which mixes ES
formulas with a recurrent neural network (RNN) forecasting engine. Smyl
clarifies that his method does not constitute a simple ensemble of
exponential smoothing and neural networks .Instead, the models are truly
hybrid algorithms in which all parameters, like the initial ES seasonality and
smoothing coefficients, are fitted concurrently with the RNN weights by the
same gradient descent method. The improvement of this method over that
of Comb was close to an impressive %”
-TheM Competition: , timeseriesand forecasting
Methods. International Journal of Forecasting.
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Component Form
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Linear Regression
Overview of Optimization for Single Exponential
Smoothing
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Optimization of RSS for Linear Regression
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Holt-Winters’s Multiplicative
SES (For Reference)
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RSS vs RMSE
Numerical Method
Nedler-Mead Method
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Numerical Method Ex: LU Decomposition(An
Aside)
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holtWinters() in Flux
from(bucket: "NOAA_water_database")
|> range(start: - y)
|> filter(fn: (r) => r._field == "water_level")
|> aggregateWindow(every: m, fn: first).
|> holtWinters(n: , seasonality: , interval: m)
Assuming no offset
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Moving Average
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Quartile Range
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Contextual Anomaly
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Collective Anomaly